PREVIEW / futures_5min / 2019-11-11

all futures 5-min files

  file:    by_date/futures_5min/2019/2019-11-11.parquet
  size:    258 KB
  rows:    17,698

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2019-11-11 00:00:00	ES	Futures	3349.48	3349.48	3348.67	3348.67	1082.0
2019-11-11 00:05:00	ES	Futures	3348.94	3349.21	3348.4	3349.21	414.0
2019-11-11 00:10:00	ES	Futures	3348.94	3348.94	3347.85	3347.85	659.0
2019-11-11 00:15:00	ES	Futures	3348.12	3348.4	3348.12	3348.12	274.0
2019-11-11 00:20:00	ES	Futures	3348.12	3348.67	3347.85	3348.67	627.0
2019-11-11 00:25:00	ES	Futures	3348.4	3349.21	3348.4	3349.21	905.0
2019-11-11 00:30:00	ES	Futures	3349.21	3349.48	3348.12	3348.4	599.0
2019-11-11 00:35:00	ES	Futures	3348.67	3348.67	3347.58	3347.85	817.0
2019-11-11 00:40:00	ES	Futures	3347.85	3348.12	3347.58	3347.85	462.0
2019-11-11 00:45:00	ES	Futures	3347.85	3348.12	3347.58	3348.12	398.0
2019-11-11 00:50:00	ES	Futures	3348.12	3348.67	3347.85	3348.4	353.0
2019-11-11 00:55:00	ES	Futures	3348.4	3348.67	3348.4	3348.67	232.0
2019-11-11 01:00:00	ES	Futures	3348.4	3348.67	3347.85	3348.12	1020.0
2019-11-11 01:05:00	ES	Futures	3348.12	3348.12	3347.04	3347.31	1019.0
2019-11-11 01:10:00	ES	Futures	3347.58	3347.85	3345.95	3346.22	1909.0
2019-11-11 01:15:00	ES	Futures	3346.22	3347.04	3346.22	3346.22	894.0
2019-11-11 01:20:00	ES	Futures	3346.22	3346.49	3344.59	3344.59	1615.0
2019-11-11 01:25:00	ES	Futures	3344.86	3345.68	3344.59	3345.14	1325.0
2019-11-11 01:30:00	ES	Futures	3345.14	3345.41	3344.86	3345.14	1284.0
2019-11-11 01:35:00	ES	Futures	3345.14	3346.22	3344.86	3345.41	963.0
2019-11-11 01:40:00	ES	Futures	3345.68	3345.95	3345.41	3345.41	511.0
2019-11-11 01:45:00	ES	Futures	3345.41	3345.68	3344.32	3344.86	669.0
2019-11-11 01:50:00	ES	Futures	3345.14	3345.41	3344.59	3344.86	480.0
2019-11-11 01:55:00	ES	Futures	3344.86	3345.41	3344.59	3345.14	1070.0
2019-11-11 02:00:00	ES	Futures	3345.14	3345.41	3344.32	3345.41	2212.0
2019-11-11 02:05:00	ES	Futures	3345.41	3345.68	3344.86	3345.14	1146.0
2019-11-11 02:10:00	ES	Futures	3345.41	3346.22	3344.59	3345.41	1431.0
2019-11-11 02:15:00	ES	Futures	3345.14	3345.41	3343.23	3343.51	2122.0
2019-11-11 02:20:00	ES	Futures	3343.78	3344.32	3342.96	3344.32	899.0
2019-11-11 02:25:00	ES	Futures	3344.32	3344.86	3344.32	3344.86	776.0
2019-11-11 02:30:00	ES	Futures	3344.86	3344.86	3343.78	3344.59	847.0
2019-11-11 02:35:00	ES	Futures	3344.59	3345.41	3344.05	3345.14	979.0
2019-11-11 02:40:00	ES	Futures	3345.14	3345.14	3344.86	3344.86	508.0
2019-11-11 02:45:00	ES	Futures	3345.14	3345.41	3344.59	3344.59	764.0
2019-11-11 02:50:00	ES	Futures	3344.59	3345.95	3344.59	3345.68	737.0
2019-11-11 02:55:00	ES	Futures	3345.95	3346.22	3345.68	3345.95	925.0
2019-11-11 03:00:00	ES	Futures	3345.68	3347.31	3344.86	3347.31	3631.0
2019-11-11 03:05:00	ES	Futures	3347.04	3348.67	3346.49	3348.12	3023.0
2019-11-11 03:10:00	ES	Futures	3348.4	3348.67	3346.77	3347.04	1944.0
2019-11-11 03:15:00	ES	Futures	3347.04	3347.85	3347.04	3347.31	947.0
2019-11-11 03:20:00	ES	Futures	3347.31	3348.94	3347.04	3348.12	1989.0
2019-11-11 03:25:00	ES	Futures	3347.85	3348.4	3347.58	3348.4	824.0
2019-11-11 03:30:00	ES	Futures	3348.67	3350.02	3347.85	3348.94	1859.0
2019-11-11 03:35:00	ES	Futures	3349.21	3350.02	3348.67	3349.48	1820.0
2019-11-11 03:40:00	ES	Futures	3349.48	3349.48	3348.94	3349.21	1018.0
2019-11-11 03:45:00	ES	Futures	3349.48	3349.75	3348.94	3349.48	767.0
2019-11-11 03:50:00	ES	Futures	3349.48	3350.02	3349.21	3349.21	967.0
2019-11-11 03:55:00	ES	Futures	3349.48	3350.02	3348.94	3349.75	1000.0
2019-11-11 04:00:00	ES	Futures	3349.75	3349.75	3345.68	3346.77	3364.0
2019-11-11 04:05:00	ES	Futures	3346.77	3347.58	3345.14	3345.68	2195.0

> showing 50 of 17,698 rows — these rows as CSV

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